Are you using the 4.5 version?
The updated version does not use 25 and 110 any longer since the newer method of email scanning is basically a "filter" using those ports.
However, if you have the "Insert..into clean message" checked, then it should be visible if the email is being scanned.
Make sure that the "insert" is checked for POP, SMTP and IMAP in the On Access Protection Console/Internet mail.
If it is, then check that your email client settings are those of your ISP as given. Do not modify them as before using the 127.0.0.1 address.
This only applies if you are using Windows NT, 2000 or XP.
Windows ME and 9x versions still require the old method of configuration using the Mail Protection Wizard.
Good luck.